-2.6%
HD vs PCAR
+9.2%
-11.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.2% | +3.5% | +1.7% | +3.6% |
| 30D | +20.7% | -2.3% | +23.0% | +21.9% |
| 3M | +0.8% | -19.3% | +20.1% | +10.1% |
| 6M | +12.2% | -7.1% | +19.3% | +15.1% |
| YTD | +4.2% | -2.8% | +7.0% | +5.7% |
| 1Y | -2.6% | +9.3% | -11.8% | -5.3% |
| All | -2.6% | +9.2% | -11.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling